CCL option chain Carnival Corporation & plc

Expiration Cboe delayed options data · as of 12:34 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±13.3% (22.64–29.56) · ATM IV 40.4% · P/C open interest 1.48

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
10.20	11.85		1,356	80.7%	0.99	0.0048	-0.002	15	0	0.0900	20	6,012	66.0%	-0.01	0.0041	-0.001
9.05	11.25		41	83.7%	0.99	0.0065	-0.002	16	0	0.0300		124	50.5%	-0.01	0.0058	-0.002
8.60	10.00		801	84.7%	0.98	0.0090	-0.002	17	0	0.1500		6,897	57.4%	-0.02	0.0083	-0.002
7.70	9.25		40	84.6%	0.97	0.0128	-0.003	18	0.0300	0.3000		262	59.8%	-0.03	0.0123	-0.003
6.80	8.25		42	77.3%	0.95	0.0189	-0.004	19	0.0500	0.1900	3	617	48.9%	-0.04	0.0184	-0.004
5.85	6.45	210	3,571	50.3%	0.93	0.0277	-0.005	20	0.1200	0.1900	850	14.1K	44.9%	-0.07	0.0274	-0.005
4.90	6.30	4	494	61.8%	0.89	0.0389	-0.007	21	0.1800	0.3700	513	18.1K	44.9%	-0.11	0.0387	-0.007
3.90	4.80	17	1,569	43.8%	0.83	0.0512	-0.009	22	0.2800	0.4800	28	19.9K	42.0%	-0.16	0.0512	-0.009
3.45	3.75	151	6,715	43.8%	0.77	0.0637	-0.011	23	0.5500	0.7000	1,288	7,711	42.4%	-0.22	0.0639	-0.011
2.56	3.00	61	3,030	39.7%	0.70	0.0754	-0.013	24	0.8700	1.00	141	2,388	42.2%	-0.30	0.0757	-0.013
2.11	2.30	42	9,596	40.3%	0.62	0.0846	-0.013	25	1.05	1.50	298	27.1K	40.7%	-0.38	0.0852	-0.013
1.70	1.75	93	2,440	40.9%	0.53	0.0900	-0.014	26	1.41	2.06	71	3,308	40.0%	-0.47	0.0908	-0.014
1.23	1.34	153	5,167	40.3%	0.44	0.0904	-0.013	27	2.24	2.53	124	17.0K	41.6%	-0.56	0.0915	-0.014
0.8700	0.9700	371	1,644	39.5%	0.35	0.0862	-0.013	28	2.70	3.35		618	41.1%	-0.65	0.0875	-0.013
0.6000	0.8100	73	2,254	40.6%	0.28	0.0782	-0.011	29	3.15	3.95	6	2,720	35.0%	-0.72	0.0799	-0.011
0.3600	0.5200	571	11.3K	38.5%	0.21	0.0678	-0.010	30	3.90	4.95	27	3,227	36.6%	-0.79	0.0700	-0.010
0.2600	0.5600	146	8,723	42.6%	0.16	0.0566	-0.008	31	4.30	6.25	22	280	35.6%	-0.85	0.0592	-0.008
0.1700	0.4800	71	4,076	43.9%	0.12	0.0458	-0.006	32	5.40	6.60		3,199		-0.89	0.0487	-0.007
0	0.2900	66	395	39.1%	0.09	0.0363	-0.005	33	6.05	7.70		24		-0.92	0.0395	-0.006
0.0400	0.1500	9	238	39.1%	0.06	0.0284	-0.004	34	7.00	8.70				-0.95	0.0321	-0.005
0.0500	0.2700	69	13.8K	47.1%	0.05	0.0224	-0.003	35	8.00	9.45				-0.96	0.0260	-0.004
0	0.1000	62	471	40.6%	0.04	0.0179	-0.003	36	8.95	10.40				-0.98	0.0205	-0.003
0	0.0800	63	1,519	41.9%	0.03	0.0146	-0.002	37	9.90	11.95				-0.98	0.0159	-0.003
0	0.0900	60	636	45.2%	0.03	0.0122	-0.002	38	10.90	13.05				-0.99	0.0123	-0.002
0.0200	0.0700	60	327	47.7%	0.02	0.0104	-0.002	39	11.60	14.05				-0.99	0.0091	-0.002

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Dec 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CCL option chain Carnival Corporation & plc

Volatility smile — Dec 18, 2026

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